+44.3%
UPS vs PRU
+115.4%
-71.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.6% |
| 7D | +1.1% | +3.2% | -2.0% | 0.0% |
| 30D | +17.3% | +7.9% | +9.4% | +14.0% |
| 3M | +7.9% | +1.8% | +6.1% | +7.1% |
| 6M | +13.7% | +24.1% | -10.4% | +4.5% |
| YTD | +17.2% | +12.4% | +4.8% | +11.4% |
| 1Y | +23.2% | +20.9% | +2.3% | +13.8% |
| 3Y | -5.9% | +55.5% | -61.3% | -21.7% |
| 5Y | -33.1% | +42.7% | -75.7% | -43.1% |
| 10Y | +44.3% | +106.1% | -61.8% | +5.3% |
| All | +44.3% | +115.4% | -71.1% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling